Fix uninitialized g_connman crash in Shutdown()

Summary:
Under some circumstances if an error occurs at init, a segfault is
raised at shutdown.

Backport of core PR11326

Test Plan:

./src/bitcoind -wallet=/tmp/wallet.dat (the file should not exist)

Check that an error is shown and:

• before the patch, the app gets a segfault
• after the patch, the app shuts down properly

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Subscribers: teamcity, schancel

Differential Revision: https://reviews.bitcoinabc.org/D2392